Narrow search
Showing 1 - 10 of 17
Cover Image
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu; Caporin, Massimiliano; McAleer, Michael - 2012 - Rev.
Persistent link: https://www.econbiz.de/10009562985
Cover Image
Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat; Yuan, Yuan; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008689068
Cover Image
How volatile is ENSO?
Lan Fen Chu; McAleer, Michael; Chen, Chi-chung - 2010
Persistent link: https://www.econbiz.de/10008689070
Cover Image
Modeling the effect of oil price on global fertilizer prices
Chen, Ping-yu; Chang, Chia-Lin; Chen, Chi-chung; … - 2010 - Rev.
Persistent link: https://www.econbiz.de/10008695601
Cover Image
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin; McAleer, Michael; Roengchai Tansuchat - 2012
Persistent link: https://www.econbiz.de/10009562958
Cover Image
A note on the probability of winning a lottery when the number of competitors is a binomial random variable
Hogan, Seamus D.; Meriluoto, Laura - 2010
Persistent link: https://www.econbiz.de/10008688813
Cover Image
Statistical modeling of recent changes in extreme rainfall in Taiwan
Lan Fen Chu; McAleer, Michael; Wang, Szu-Wang - 2012
Persistent link: https://www.econbiz.de/10009681370
Cover Image
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano; McAleer, Michael - 2010 - Rev.
Persistent link: https://www.econbiz.de/10008689067
Cover Image
Interdependence of international tourism demand and volatility in leading ASEAN destinations
Chang, Chia-Lin; Khamkaew, Thanchanok; McAleer, Michael; … - 2010
Persistent link: https://www.econbiz.de/10008689074
Cover Image
Ranking multivariate GARCH models by problem dimension : an empirical evaluation
Caporin, Massimiliano; McAleer, Michael - 2011
Persistent link: https://www.econbiz.de/10009412785